Class MultiVariateStudentT

java.lang.Object

solvers.queueingnet.montecarloLogistic.distributions.MultiVariateStudentT

All Implemented Interfaces:

MultiVariateRealDistribution

public class MultiVariateStudentT
extends Object
implements MultiVariateRealDistribution

Multivariate student t. Implemented with an embedded MVG and a chi-squared multiplier

Constructor Summary

Constructors

Constructor	Description
MultiVariateStudentT(double[] mean, double[][] cov, int df)	Constructor with default seed = 0
MultiVariateStudentT(double[] mean, double[][] cov, int df, int seed)	Multivariate student t constructor.
MultiVariateStudentT(MultiVariateStudentT MVST)	Copy constructor with default seed = 0
MultiVariateStudentT(MultiVariateStudentT MVST, int seed)	Copy constructor with specified seed

Method Summary

Modifier and Type	Method	Description
MultiVariateRealDistribution	copy()	required interface to copy distribution object
MultiVariateRealDistribution	copy(int seed)	copy distribution with specified integer seed
double[][]	getCovariance()
int	getDF()
int	getDim()
double[]	getMean()
double[]	getSample()	Get sample from this distribution.
double	pdf(double[] point)	pdf of specified point in this distribution

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

MultiVariateStudentT

public MultiVariateStudentT(double[] mean,
 double[][] cov,
 int df,
 int seed)
                     throws InternalErrorException

Multivariate student t constructor. Covariance matrix needs to be square. Length of mean vector needs to be the same size as of covariance. degree of freedom needs to be positive integer

Parameters:

mean - double vector representing the mean

cov - covariance matrix

df - degree of freedom

seed - integer seed

Throws:

InternalErrorException

MultiVariateStudentT

public MultiVariateStudentT(double[] mean,
 double[][] cov,
 int df)
                     throws InternalErrorException

Constructor with default seed = 0

Parameters:

mean - mean vector

cov - covariance square array

df - degree of freedom

Throws:

InternalErrorException

MultiVariateStudentT

public MultiVariateStudentT(MultiVariateStudentT MVST)
                     throws InternalErrorException

Copy constructor with default seed = 0

Parameters:

MVST -

Throws:

InternalErrorException

MultiVariateStudentT

public MultiVariateStudentT(MultiVariateStudentT MVST,
 int seed)
                     throws InternalErrorException

Copy constructor with specified seed

Parameters:

MVST -

seed -

Throws:

InternalErrorException

Method Details

copy

public MultiVariateRealDistribution copy()
                                  throws InternalErrorException

Description copied from interface: MultiVariateRealDistribution

required interface to copy distribution object

Specified by:

copy in interface MultiVariateRealDistribution

Returns:

a MVRD

Throws:

InternalErrorException

copy

public MultiVariateRealDistribution copy(int seed)
                                  throws InternalErrorException

Description copied from interface: MultiVariateRealDistribution

copy distribution with specified integer seed

Specified by:

copy in interface MultiVariateRealDistribution

Parameters:

seed - integer to seed the distribution with

Returns:

a copy of the distribution, with a different seed

Throws:

InternalErrorException

getSample

public double[] getSample()

Description copied from interface: MultiVariateRealDistribution

Get sample from this distribution. Since it is multivariate, return type is an array

Specified by:

getSample in interface MultiVariateRealDistribution

Returns:

double array - sample from this distribution

getDim

public int getDim()

Specified by:

getDim in interface MultiVariateRealDistribution

getMean

public double[] getMean()

getCovariance

public double[][] getCovariance()

getDF

public int getDF()

pdf

public double pdf(double[] point)
           throws InternalErrorException

Description copied from interface: MultiVariateRealDistribution

pdf of specified point in this distribution

Specified by:

pdf in interface MultiVariateRealDistribution

Parameters:

point - point to evaluate pdf at

Returns:

double which is the pdf

Throws:

InternalErrorException